EELDX vs. AGEPX
Compare and contrast key facts about Eaton Vance Emerging Markets Debt Opportunities Fund (EELDX) and American Beacon Frontier Markets Income Fund (AGEPX).
EELDX is managed by Eaton Vance. It was launched on Feb 3, 2013. AGEPX is managed by American Beacon. It was launched on Feb 24, 2014.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EELDX or AGEPX.
Key characteristics
| EELDX | AGEPX | |
|---|---|---|
| YTD Return | 13.42% | 13.96% |
| 1Y Return | 16.88% | 19.74% |
| 3Y Return (Ann) | 5.79% | 4.28% |
| 5Y Return (Ann) | 5.91% | 4.92% |
| 10Y Return (Ann) | 5.64% | 4.96% |
| Sharpe Ratio | 5.42 | 5.78 |
| Sortino Ratio | 9.35 | 9.21 |
| Omega Ratio | 2.52 | 2.49 |
| Calmar Ratio | 9.87 | 2.86 |
| Martin Ratio | 44.33 | 40.80 |
| Ulcer Index | 0.40% | 0.49% |
| Daily Std Dev | 3.23% | 3.48% |
| Max Drawdown | -19.13% | -21.26% |
| Current Drawdown | -0.13% | -0.28% |
Correlation
The correlation between EELDX and AGEPX is 0.60, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
EELDX vs. AGEPX - Performance Comparison
The year-to-date returns for both investments are quite close, with EELDX having a 13.42% return and AGEPX slightly higher at 13.96%. Over the past 10 years, EELDX has outperformed AGEPX with an annualized return of 5.64%, while AGEPX has yielded a comparatively lower 4.96% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EELDX vs. AGEPX - Expense Ratio Comparison
EELDX has a 0.78% expense ratio, which is lower than AGEPX's 1.38% expense ratio.
Risk-Adjusted Performance
EELDX vs. AGEPX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Vance Emerging Markets Debt Opportunities Fund (EELDX) and American Beacon Frontier Markets Income Fund (AGEPX). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Dividends
EELDX vs. AGEPX - Dividend Comparison
EELDX's dividend yield for the trailing twelve months is around 8.61%, less than AGEPX's 11.47% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EELDX Eaton Vance Emerging Markets Debt Opportunities Fund | 8.61% | 9.07% | 9.15% | 7.89% | 7.69% | 7.87% | 8.13% | 7.87% | 4.12% | 1.65% | 3.98% | 3.70% |
AGEPX American Beacon Frontier Markets Income Fund | 11.47% | 9.40% | 8.76% | 7.66% | 7.08% | 8.40% | 9.57% | 7.08% | 7.84% | 7.43% | 2.96% | 0.00% |
Drawdowns
EELDX vs. AGEPX - Drawdown Comparison
The maximum EELDX drawdown since its inception was -19.13%, smaller than the maximum AGEPX drawdown of -21.26%. Use the drawdown chart below to compare losses from any high point for EELDX and AGEPX. For additional features, visit the drawdowns tool.
Volatility
EELDX vs. AGEPX - Volatility Comparison
Eaton Vance Emerging Markets Debt Opportunities Fund (EELDX) and American Beacon Frontier Markets Income Fund (AGEPX) have volatilities of 0.82% and 0.85%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.